+215.8%
TGT vs MLM
+206.1%
+9.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.6% |
| 30D | +12.2% | -6.8% | +19.0% | +14.4% |
| 3M | +33.8% | -11.2% | +45.0% | +37.9% |
| 6M | +39.3% | -21.8% | +61.1% | +48.5% |
| YTD | +72.9% | -17.0% | +89.8% | +80.5% |
| 1Y | +84.6% | -16.4% | +100.9% | +92.1% |
| 3Y | +46.2% | +14.5% | +31.7% | +38.1% |
| 5Y | -21.3% | +41.7% | -63.1% | -30.7% |
| All | +215.8% | +206.1% | +9.7% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling